+155.3%
JPM vs STT
+145.1%
+10.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | -0.2% | +3.9% | -4.0% | -2.2% |
| 3M | +15.9% | +20.0% | -4.1% | +5.2% |
| 6M | +20.9% | +55.3% | -34.4% | -4.4% |
| YTD | +12.9% | +53.3% | -40.5% | -10.4% |
| 1Y | +20.3% | +74.7% | -54.4% | -11.1% |
| 3Y | +160.9% | +205.8% | -44.9% | +43.6% |
| All | +155.3% | +145.1% | +10.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling